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View Outliers PnL Drill-Down: SE231215C00035000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2023-11-14	SE	SE231215C00035000	35.00	692.0	1158.000	0.563	0.304	1.7	0.7	0.020	2.570	1.580	2.91	35.87	2023-12-15	CALL	Long	0.246	0.353	-0.221

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	SE	0.636	0.069	0.158	0.110	0.088	-0.040	115.79	0.012	0.0000	34.82	117.41	21	1y	98.50

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
SE231215C00035000	SE	CALL	Long	35.00	None	$-0.92	-0.32	$1.78	0.05	-0.56	2.91	1.99	35.87	37.65	-0.92	$-92.00	291.00	30	21.0	6326.000	1.78	2023-12-14
SE231215C00035000	SE	CALL	Long	35.00	None	$0.05	0.02	$1.63	0.05	0.01	2.91	2.96	35.87	37.50	0.05	$5.00	291.00	29	29.0	6156.000	1.63	2023-12-13
SE231215C00035000	SE	CALL	Long	35.00	None	$0.16	0.05	$2.68	0.07	-0.06	2.91	3.07	35.87	38.55	0.16	$16.00	291.00	28	3.0	0.000	2.68	2023-12-12
SE231215C00035000	SE	CALL	Long	35.00	None	$-0.14	-0.05	$2.00	0.06	0.07	2.91	2.77	35.87	37.87	-0.14	$-14.00	291.00	27	56.0	6299.000	2.00	2023-12-11
SE231215C00035000	SE	CALL	Long	35.00	None	$2.19	0.75	$4.14	0.12	-0.05	2.91	5.10	35.87	40.01	2.19	$219.00	291.00	24	39.0	6300.000	4.14	2023-12-08
SE231215C00035000	SE	CALL	Long	35.00	None	$1.09	0.37	$3.17	0.09	0.07	2.91	4.00	35.87	39.04	1.09	$109.00	291.00	23	11.0	6311.000	3.17	2023-12-07
SE231215C00035000	SE	CALL	Long	35.00	None	$0.88	0.30	$2.71	0.08	-0.03	2.91	3.79	35.87	38.58	0.88	$88.00	291.00	22	0.0	6299.000	2.71	2023-12-06
SE231215C00035000	SE	CALL	Long	35.00	None	$0.02	0.01	$2.13	0.06	0.02	2.91	2.93	35.87	38.00	0.02	$2.00	291.00	21	0.0	6298.000	2.13	2023-12-05
SE231215C00035000	SE	CALL	Long	35.00	None	$0.58	0.20	$2.32	0.06	-0.06	2.91	3.49	35.87	38.19	0.58	$58.00	291.00	20	0.0	6276.000	2.32	2023-12-04
SE231215C00035000	SE	CALL	Long	35.00	None	$0.17	0.06	$1.61	0.04	-0.02	2.91	3.08	35.87	37.48	0.17	$17.00	291.00	19	0.0	6294.000	1.61	2023-12-03
SE231215C00035000	SE	CALL	Long	35.00	None	$0.17	0.06	$1.61	0.04	-0.04	2.91	3.08	35.87	37.48	0.17	$17.00	291.00	18	0.0	6294.000	1.61	2023-12-02
SE231215C00035000	SE	CALL	Long	35.00	None	$0.17	0.06	$1.60	0.04	-0.05	2.91	3.08	35.87	37.47	0.17	$17.00	291.00	17	0.0	6294.000	1.60	2023-12-01
SE231215C00035000	SE	CALL	Long	35.00	None	$-0.70	-0.24	$0.36	0.01	-0.07	2.91	2.21	35.87	36.23	-0.70	$-70.00	291.00	16	0.0	6297.000	0.36	2023-11-30
SE231215C00035000	SE	CALL	Long	35.00	None	$-0.10	-0.03	$0.87	0.02	-0.03	2.91	2.81	35.87	36.74	-0.10	$-10.00	291.00	15	0.0	6334.000	0.87	2023-11-29
SE231215C00035000	SE	CALL	Long	35.00	None	$2.26	0.78	$3.85	0.11	0.00	2.91	5.17	35.87	39.72	2.26	$226.00	291.00	14	0.0	7042.000	3.85	2023-11-28
SE231215C00035000	SE	CALL	Long	35.00	None	$0.04	0.01	$2.47	0.07	-0.56	2.91	2.95	35.87	38.34	0.04	$4.00	291.00	13	0.0	7042.000	2.47	2023-11-27
SE231215C00035000	SE	CALL	Long	35.00	None	$-0.46	-0.16	$0.51	0.01	-0.07	2.91	2.45	35.87	36.38	-0.46	$-46.00	291.00	10	0.0	0.000	0.51	2023-11-24
SE231215C00035000	SE	CALL	Long	35.00	None	$0.42	0.14	$1.63	0.05	-0.56	2.91	3.33	35.87	37.50	0.42	$42.00	291.00	9	0.0	0.000	1.63	2023-11-23
SE231215C00035000	SE	CALL	Long	35.00	None	$0.69	0.24	$1.78	0.05	-0.14	2.91	3.60	35.87	37.65	0.69	$69.00	291.00	8	0.0	7184.000	1.78	2023-11-22
SE231215C00035000	SE	CALL	Long	35.00	None	$1.09	0.37	$2.39	0.07	-0.04	2.91	4.00	35.87	38.26	1.09	$109.00	291.00	7	0.0	6958.000	2.39	2023-11-21
SE231215C00035000	SE	CALL	Long	35.00	None	$1.40	0.48	$2.65	0.07	-0.03	2.91	4.31	35.87	38.52	1.40	$140.00	291.00	6	0.0	6752.000	2.65	2023-11-20
SE231215C00035000	SE	CALL	Long	35.00	None	$0.74	0.25	$1.70	0.05	-0.04	2.91	3.65	35.87	37.57	0.74	$74.00	291.00	5	0.0	6128.000	1.70	2023-11-19
SE231215C00035000	SE	CALL	Long	35.00	None	$0.74	0.25	$1.70	0.05	-0.05	2.91	3.65	35.87	37.57	0.74	$74.00	291.00	3	0.0	6128.000	1.70	2023-11-17
SE231215C00035000	SE	CALL	Long	35.00	OUTLIERSPNLMANUALTRIGGER - happy w profit	$1.05	0.36	$2.03	0.06	-0.05	2.91	3.96	35.87	37.90	1.05	$105.00	291.00	2	0.0	1107.000	2.03	2023-11-16
SE231215C00035000	SE	CALL	Long	35.00	OUTLIERSPNLMANUALTRIGGER - happy w profit	$1.59	0.55	$2.62	0.07	-0.02	2.91	4.50	35.87	38.49	1.59	$159.00	291.00	1	0.0	1163.000	2.62	2023-11-15
SE231215C00035000	SE	CALL	Long	35.00	None	$0.00	0.00	$0.00	0.00	0.00	2.91	2.91	35.87	35.87	0.00	$0.00	291.00	0	0.0	1158.000	0.00	2023-11-14

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl